Mexican REITs (FIBRAS) in retirement funds (AFORES) : different pricing approaches and market risk measurement implications
Salvador Cruz-Aké, Reyna Susana García-Ruiz, Francisco Venegas-Martínez
| Year of publication: |
2016
|
|---|---|
| Authors: | Cruz-Aké, Salvador ; García-Ruiz, Reyna Susana ; Venegas-Martínez, Francisco |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 2.2016, 3, p. 211-232
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| Subject: | REIT pricing | value at risk | retirement fund risk | Immobilienfonds | Real estate fund | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk | Marktrisiko | Market risk | Altersvorsorge | Retirement provision | Altersgrenze | Retirement | Mexiko | Mexico | Pensionskasse | Pension fund | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742332